I don't think you're doing anything wrong - the decoders probably presume another format than is actually used. From your description it looks like it a sign problem - the source may be signed and the decoder is assuming unsigned, or vice versa. You could try to skip the adp converter and open the files as raw in cooledit/goldwave/whatever, playing around with the bits per sample and signed formats and see if that works. Or perhaps there are commandline options to use?

I also tried that before using many programs. The most strange thing is that they are not decodeable by ADPCM (Whatever which format of ADPCM).

And I am pretty sure that the adp format they used is not proprietry because I found that there are some other games are using exactly the same format, and producing the same result (They are the Angelic series from Kogado Software Products, including Angelic Concert, Angelic Serenade, and Symphonic Rain, all using the same adp format)